The distribution of apparent occupancy times in a two-state Markov process in which brief events cannot be detected

We consider a two-state Markov process in which the resolution of the recording apparatus is such that small sojourns, of duration less than some constant deadtime τ, cannot be observed: the so-called time interval omission problem. We express the probability density of apparent occupancy times in terms of an exponential and infinitely many damped oscillations. Using a finite number of these gives an extremely accurate approximation to the true density for all except small values of the time t.

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